Pricing foreign equity options with stochastic correlation and volatility
Year of publication: |
2009
|
---|---|
Authors: | Ma, Jun |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 10.2009, 2, p. 303-327
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Theorie | Theory |
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